Problems while creating a City using the OpenStreetMap maps
In OpenStreetMaps only the buildings in dark brown have had their shapes made available for blender. This means that what you are experiencing is normal. If you would like more buildings, select a different area of your city, preferably with more details. 

[Edit by Brasshat] Or create the bit of the city you want, and use Blender to add the buidings not provided by OSM.